+86.7%
ABBV vs IT
-52.2%
+138.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.5% | +1.0% |
| 7D | -4.1% | -9.1% | +5.0% | -3.6% |
| 30D | +1.2% | -12.2% | +13.3% | +1.9% |
| 3M | +12.1% | +7.8% | +4.3% | +11.1% |
| 6M | +12.0% | +2.0% | +10.0% | +11.2% |
| YTD | +12.4% | -32.7% | +45.1% | +15.0% |
| 1Y | +22.9% | -31.1% | +54.0% | +25.0% |
| All | +86.7% | -52.2% | +138.9% | +103.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded IT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling